CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Nov-2022
Day Change Summary
Previous Current
17-Nov-2022 18-Nov-2022 Change Change % Previous Week
Open 0.6745 0.6693 -0.0052 -0.8% 0.6689
High 0.6758 0.6736 -0.0022 -0.3% 0.6805
Low 0.6640 0.6667 0.0027 0.4% 0.6640
Close 0.6691 0.6681 -0.0010 -0.1% 0.6681
Range 0.0118 0.0070 -0.0048 -40.9% 0.0165
ATR 0.0116 0.0113 -0.0003 -2.9% 0.0000
Volume 100,452 70,037 -30,415 -30.3% 509,896
Daily Pivots for day following 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6903 0.6862 0.6719
R3 0.6834 0.6792 0.6700
R2 0.6764 0.6764 0.6694
R1 0.6723 0.6723 0.6687 0.6709
PP 0.6695 0.6695 0.6695 0.6688
S1 0.6653 0.6653 0.6675 0.6639
S2 0.6625 0.6625 0.6668
S3 0.6556 0.6584 0.6662
S4 0.6486 0.6514 0.6643
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7202 0.7106 0.6771
R3 0.7038 0.6942 0.6726
R2 0.6873 0.6873 0.6711
R1 0.6777 0.6777 0.6696 0.6743
PP 0.6709 0.6709 0.6709 0.6691
S1 0.6613 0.6613 0.6666 0.6578
S2 0.6544 0.6544 0.6651
S3 0.6380 0.6448 0.6636
S4 0.6215 0.6284 0.6591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6805 0.6640 0.0165 2.5% 0.0086 1.3% 25% False False 101,979
10 0.6805 0.6394 0.0411 6.1% 0.0112 1.7% 70% False False 105,750
20 0.6805 0.6281 0.0524 7.8% 0.0114 1.7% 76% False False 109,586
40 0.6805 0.6181 0.0624 9.3% 0.0114 1.7% 80% False False 107,222
60 0.7018 0.6181 0.0837 12.5% 0.0106 1.6% 60% False False 86,888
80 0.7140 0.6181 0.0959 14.4% 0.0098 1.5% 52% False False 65,202
100 0.7140 0.6181 0.0959 14.4% 0.0093 1.4% 52% False False 52,190
120 0.7287 0.6181 0.1106 16.6% 0.0089 1.3% 45% False False 43,510
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7031
2.618 0.6918
1.618 0.6848
1.000 0.6806
0.618 0.6779
HIGH 0.6736
0.618 0.6709
0.500 0.6701
0.382 0.6693
LOW 0.6667
0.618 0.6624
1.000 0.6597
1.618 0.6554
2.618 0.6485
4.250 0.6371
Fisher Pivots for day following 18-Nov-2022
Pivot 1 day 3 day
R1 0.6701 0.6720
PP 0.6695 0.6707
S1 0.6688 0.6694

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These figures are updated between 7pm and 10pm EST after a trading day.

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